Measuring return and volatility spillovers among sectoral stocks in Nigeria
Ismail Olaleke Fasanya, Oluwatomisin Oyewole, Taofeek Agbatogun
| Year of publication: |
2019
|
|---|---|
| Authors: | Fasanya, Ismail Olaleke ; Oyewole, Oluwatomisin ; Agbatogun, Taofeek Osindero |
| Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 22.2019, 2, p. 71-93
|
| Subject: | Stocks | Returns | Volatilities | Vector autoregression | Forecast error variance | Spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Nigeria | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2478/zireb-2019-0021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012174084